The problem I always have is finding something that will download the file that you want, maybe if you use one of the download managers and put that URL in and see what happens, I get just the blocked or unavailable message when i browse to it, and can download the blocked message as well lol

that's a flash file so you'll need something that will play that format - <a href="http://www.globfx.co.../products/swfplayer/">Swiff Player</a> is one such (note that this is not a recommendation, it's just the first one I came to...)